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ECONIS (ZBW)
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Efficient estimation of conditional asset-pricing models
Hodgson, Douglas J.
;
Vorkink, Keith P.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 269-283
Persistent link: https://www.econbiz.de/10001757481
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2
Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J.
-
1996
Persistent link: https://www.econbiz.de/10000945386
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3
Whence GARCH? : A preference-based explanation for conditional volatility
McQueen, Grant R.
;
Vorkink, Keith
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 915-949
Persistent link: https://www.econbiz.de/10002396418
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4
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
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